+62.0%
EW vs QID
-71.7%
+133.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.4% |
| 7D | +9.3% | +1.8% | +7.5% | +9.8% |
| 30D | +22.1% | +21.6% | +0.4% | +27.2% |
| 3M | +13.0% | +12.6% | +0.4% | +16.1% |
| 6M | +30.1% | +6.9% | +23.2% | +32.9% |
| YTD | +22.0% | -20.5% | +42.5% | +17.0% |
| 1Y | +23.7% | -18.1% | +41.8% | +19.7% |
| 3Y | +62.0% | -70.7% | +132.7% | +28.1% |
| All | +62.0% | -71.7% | +133.7% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling